AI · HK Financials — Track record
Every elapsed decision is graded against what prices actually did — hit-rates and errors per signal family, plus the cost of the decisions this book chose not to take.
87 graded 0 pending
1W calibration 0.79 How far along the 1-week path a decision typically gets: the fraction of the decided move realized after one week, measured across this book's graded decisions. Feeds a bounded conviction adjustment back into future decisions.
Scorecard
Hit-rates per signal family.
| Signal family | Dir | n | Hit 1W | Hit 4W | Hit 12W | Med err 1W | Stop-first | Bias | Status |
|---|---|---|---|---|---|---|---|---|---|
| FailedBreakdown_Up_20D | sell | 24 | 25% | 29% | — | — | 0% | -5 | ● active |
| NoTrade | sell | 9 | 11% | 25% | — | — | 0% | -8 | ● active |
| FailedBreakdown_Up_20D | buy | 8 | 88% | 86% | — | +6.2% | 13% | +8 | ● active |
| BreakoutUp_20D | buy | 7 | 29% | 67% | — | -3.6% | 57% | -4 | ● active |
| FailedBreakout_Down_20D | sell | 6 | 67% | 75% | — | — | 0% | +3 | ● active |
| PullbackBuy_VWAP | buy | 5 | 40% | 75% | — | -0.3% | 40% | -2 | ● active |
| ReversalDown_Overbought | sell | 5 | 40% | 0% | — | — | 0% | -2 | ● active |
| BreakoutUp_52W | buy | 3 | 67% | 100% | — | +2.5% | 0% | 0 | ○ building sample (3/5) |
| MomentumContinuation_Up | buy | 3 | 100% | 100% | — | +0.1% | 0% | 0 | ○ building sample (3/5) |
| BreakoutUp_20D (PROFIT_ARMED) | sell | 2 | 50% | 0% | — | — | 0% | 0 | ○ building sample (2/5) |
| BreakoutUp_20D | sell | 2 | 100% | 50% | — | — | 0% | 0 | ○ building sample (2/5) |
| BreakoutUp_52W | sell | 2 | 50% | 50% | — | — | 0% | 0 | ○ building sample (2/5) |
| MomentumContinuation_Up | sell | 2 | 50% | 0% | — | — | 0% | 0 | ○ building sample (2/5) |
| PullbackBuy_VWAP | sell | 2 | 50% | 0% | — | — | 0% | 0 | ○ building sample (2/5) |
| BreakdownDown_52W | sell | 1 | 100% | 100% | — | — | 0% | 0 | ○ building sample (1/5) |
| ContinuationLiteUp | sell | 1 | 100% | 100% | — | — | 0% | 0 | ○ building sample (1/5) |
| MeanRevUp_LowerBand | buy | 1 | 100% | 100% | — | -0.7% | 0% | 0 | ○ building sample (1/5) |
| NoTrade (PROFIT_ARMED) | sell | 1 | 0% | 0% | — | — | 0% | 0 | ○ building sample (1/5) |
| OversoldBounce_Up | buy | 1 | 100% | — | — | +4.4% | 0% | 0 | ○ building sample (1/5) |
| RallySell_BearTrend | sell | 1 | 100% | 100% | — | — | 0% | 0 | ○ building sample (1/5) |
| ReversalDown_Overbought (PROFIT_ARMED) | sell | 1 | 100% | 0% | — | — | 0% | 0 | ○ building sample (1/5) |
Counterfactuals Counterfactuals grade decisions that were NOT executed — expired queues, no-chase rules, untaken optional trims — against what the market then did. They are kept strictly separate from the calibration cells above.
What the decisions we didn't take would have done.
- Queue expiry (order lapsed unfilled) — 5 cases , median would-have 1W move +11.8% → verdict: cost
- Optional trims not taken — 114 cases , median would-have 1W move +2.6% → verdict: saved
- No-chase queue (queued a pullback instead of chasing) — 23 cases , median would-have 1W move +0.6% → verdict: cost
- Anticipate slot (pre-breakout buy-stop) — 4 cases → verdict: n/a
Counterfactuals are advisory evidence for the book's learnings reviews — never blended into the calibration cells.